Hi.
An atom's size depends, to a significant degree, on the number of electrons it has. Because a calcium atom has more electrons (20) than a magnesium atom does (12), some of its electrons will be farther from the nucleus in a higher energy level.
We can envision this by taking a look at these two elements' electron configuration:
12Mg: 1s22s22p63s2
20Ca: 1s22s22p63s23p64s2
The magnesium atom's electrons (12e-) occupy fewer energy levels than do the electrons of the calcium atom (20e-).